Energy Select Sector SPDR Fund (XLE): Historical Returns

Data Source: from January 1985 to January 2024 (~39 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 23 2024
Category: Stocks
Energy Select Sector SPDR Fund (XLE) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.66%
1 Day
Feb 23 2024
3.06%
Current Month
February 2024

In the last 30 Years, the Energy Select Sector SPDR Fund (XLE) ETF obtained a 7.88% compound annual return, with a 24.43% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.
  • Sector: Energy
  • Industry: Oil & Gas Exploration & Production

The Energy Select Sector SPDR Fund (XLE) ETF is part of the following Lazy Portfolios:

Portfolio Name Author XLE Weight Currency
Six Ways from Sunday Scott Burns 16.66% USD
Seven Value Scott Burns 14.25% USD
Perfect Portfolio Ben Stein 4.00% USD

Investment Returns as of Jan 31, 2024

The Energy Select Sector SPDR Fund (XLE) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Consolidated returns as of 31 January 2024
Live Update: Feb 23 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Energy Select Sector SPDR Fund (XLE) ETF -0.66 3.06 -0.51 -3.04 -3.86 11.03 4.01 7.88 9.29
US Inflation Adjusted return -0.82 -4.62 -6.75 6.59 1.19 5.21 6.32
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 30Y: 2.53%

In 2023, the Energy Select Sector SPDR Fund (XLE) ETF granted a 3.45% dividend yield. If you are interested in getting periodic income, please refer to the Energy Select Sector SPDR Fund (XLE) ETF: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 9.72$, with a total return of 872.21% (7.88% annualized).

The Inflation Adjusted Capital now would be 4.59$, with a net total return of 359.29% (5.21% annualized).
An investment of 1$, since January 1985, now would be worth 32.21$, with a total return of 3120.58% (9.29% annualized).

The Inflation Adjusted Capital now would be 10.97$, with a net total return of 997.15% (6.32% annualized).

Investment Metrics as of Jan 31, 2024

Metrics of Energy Select Sector SPDR Fund (XLE) ETF, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Advanced Metrics
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) -0.51 -1.16 -3.04 -3.86 33.85 11.03 4.01 8.51 7.88 9.29
Infl. Adjusted Return (%) details -0.82 -1.84 -4.62 -6.75 26.68 6.59 1.19 5.79 5.21 6.32
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.53 2.79
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -13.96 -17.12 -52.34 -63.91 -63.91 -63.91 -63.91
Start to Recovery (# months) details 7 5 31 93 93 93 93
Start (yyyy mm) 2023 02 2022 06 2019 04 2014 07 2014 07 2014 07 2014 07
Start to Bottom (# months) 4 1 12 69 69 69 69
Bottom (yyyy mm) 2023 05 2022 06 2020 03 2020 03 2020 03 2020 03 2020 03
Bottom to End (# months) 3 4 19 24 24 24 24
End (yyyy mm) 2023 08 2022 10 2021 10 2022 03 2022 03 2022 03 2022 03
Longest Drawdown Depth (%)
same as
deepest
-14.24
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 9
Start (yyyy mm) 2023 02 2022 12 2019 04 2014 07 2014 07 2014 07 2014 07
Start to Bottom (# months) 4 6 12 69 69 69 69
Bottom (yyyy mm) 2023 05 2023 05 2020 03 2020 03 2020 03 2020 03 2020 03
Bottom to End (# months) 3 3 19 24 24 24 24
End (yyyy mm) 2023 08 2023 08 2021 10 2022 03 2022 03 2022 03 2022 03
Longest negative period (# months) details 12* 15* 33 96 188 188 188
Period Start (yyyy mm) 2023 02 2022 11 2019 03 2014 07 2005 03 2005 03 2005 03
Period End (yyyy mm) 2024 01 2024 01 2021 11 2022 06 2020 10 2020 10 2020 10
Annualized Return (%) -3.86 -2.36 -0.49 -0.13 -0.17 -0.17 -0.17
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -14.82 -18.14 -53.06 -66.84 -66.84 -66.84 -66.84
Start to Recovery (# months) details 8 5 34 100 100 100 100
Start (yyyy mm) 2023 02 2022 06 2019 04 2014 07 2014 07 2014 07 2014 07
Start to Bottom (# months) 4 1 12 69 69 69 69
Bottom (yyyy mm) 2023 05 2022 06 2020 03 2020 03 2020 03 2020 03 2020 03
Bottom to End (# months) 4 4 22 31 31 31 31
End (yyyy mm) 2023 09 2022 10 2022 01 2022 10 2022 10 2022 10 2022 10
Longest Drawdown Depth (%)
same as
deepest
-15.57
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 14*
Start (yyyy mm) 2023 02 2022 12 2019 04 2014 07 2014 07 2014 07 2014 07
Start to Bottom (# months) 4 6 12 69 69 69 69
Bottom (yyyy mm) 2023 05 2023 05 2020 03 2020 03 2020 03 2020 03 2020 03
Bottom to End (# months) 4 8 22 31 31 31 31
End (yyyy mm) 2023 09 - 2022 01 2022 10 2022 10 2022 10 2022 10
Longest negative period (# months) details 12* 20* 35 116* 196 279 279
Period Start (yyyy mm) 2023 02 2022 06 2019 02 2014 06 2004 07 1997 08 1997 08
Period End (yyyy mm) 2024 01 2024 01 2021 12 2024 01 2020 10 2020 10 2020 10
Annualized Return (%) -6.75 -2.24 -2.28 -0.14 -0.05 -0.01 -0.01
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 17.52 30.30 36.93 29.70 26.31 24.43 23.02
Sharpe Ratio -0.51 1.04 0.25 0.10 0.27 0.23 0.23
Sortino Ratio -0.68 1.58 0.36 0.14 0.38 0.33 0.32
Ulcer Index 6.43 6.25 19.48 27.92 24.38 21.86 19.60
Ratio: Return / Standard Deviation -0.22 1.12 0.30 0.13 0.32 0.32 0.40
Ratio: Return / Deepest Drawdown -0.28 1.98 0.21 0.06 0.13 0.12 0.15
% Positive Months details 50% 63% 56% 51% 57% 56% 58%
Positive Months 6 23 34 62 139 204 273
Negative Months 6 13 26 58 101 156 196
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 4.01 14.11 15.31 16.76
Worst 10 Years Return (%) - Annualized -4.03 -4.03 -4.03
Best 10 Years Return (%) - Annualized 1.19 11.51 12.64 12.88
Worst 10 Years Return (%) - Annualized -5.67 -5.67 -5.67
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 109.61 50.75 31.68 15.31 10.92 7.88
Worst Rolling Return (%) - Annualized -52.34 -21.66 -14.48 -4.03 1.85
% Positive Periods 67% 67% 79% 92% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 62.21 22.14 14.42 7.79 6.29 7.06
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 5.52
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 97.34 42.57 27.66 12.64 8.33 5.21
Worst Rolling Return (%) - Annualized -53.06 -23.13 -16.00 -5.67 -0.18
% Positive Periods 64% 60% 70% 85% 98% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 62.21 22.14 14.42 7.79 6.29 7.06
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 5.52
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Jan 2024)
Best Rolling Return (%) - Annualized 109.61 50.75 31.68 16.76 13.96 10.69
Worst Rolling Return (%) - Annualized -52.34 -21.66 -14.48 -4.03 1.85 4.69
% Positive Periods 69% 75% 84% 95% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 62.21 22.14 14.42 7.79 6.29 6.38
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 3.39
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 97.34 42.57 27.66 12.88 10.57 7.76
Worst Rolling Return (%) - Annualized -53.06 -23.13 -16.00 -5.67 -0.18 2.28
% Positive Periods 63% 69% 78% 90% 99% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 62.21 22.14 14.42 7.79 6.29 6.38
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 3.39
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Jan 31, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of Energy Select Sector SPDR Fund (XLE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Monthly correlations as of 31 January 2024
Swipe left to see all data
Correlation vs XLE
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.36
0.62
0.63
0.62
0.61
SPY
US Large Cap
0.35
0.61
0.62
0.61
0.61
IJR
US Small Cap
0.34
0.71
0.70
0.63
0.62
VNQ
US REITs
0.35
0.49
0.43
0.40
0.40
QQQ
US Technology
-0.02
0.40
0.41
0.38
0.37
PFF
Preferred Stocks
0.42
0.45
0.42
0.29
0.29
EFA
EAFE Stocks
0.48
0.61
0.62
0.60
0.60
VT
World All Countries
0.43
0.64
0.65
0.64
0.64
EEM
Emerging Markets
0.50
0.50
0.51
0.56
0.55
VGK
Europe
0.45
0.61
0.61
0.60
0.59
VPL
Pacific
0.45
0.56
0.57
0.52
0.52
FLLA
Latin America
0.43
0.66
0.57
0.57
0.56
BND
US Total Bond Market
0.22
0.06
0.02
0.00
0.02
TLT
Long Term Treasuries
0.15
-0.27
-0.27
-0.25
-0.23
BIL
US Cash
0.30
-0.21
-0.13
-0.03
-0.03
TIP
TIPS
0.22
0.18
0.18
0.12
0.14
LQD
Invest. Grade Bonds
0.26
0.24
0.23
0.16
0.17
HYG
High Yield Bonds
0.41
0.56
0.58
0.46
0.46
CWB
US Convertible Bonds
0.30
0.53
0.55
0.58
0.58
BNDX
International Bonds
0.05
0.08
0.03
0.06
0.07
EMB
Emerg. Market Bonds
0.33
0.40
0.37
0.36
0.36
GLD
Gold
0.00
-0.07
-0.04
0.10
0.09
DBC
Commodities
0.86
0.71
0.69
0.64
0.64

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-63.91% Jul 2014 Mar 2020 69 Mar 2022 24 93 31.47
-53.13% Jul 2008 Feb 2009 8 Jul 2013 53 61 27.85
-35.68% May 2001 Sep 2002 17 Jul 2004 22 39 22.42
-32.23% Oct 1997 Aug 1998 11 May 2000 21 32 15.71
-17.12% Jun 2022 Jun 2022 1 Oct 2022 4 5 10.53
-14.24% Dec 2022 May 2023 6 Aug 2023 3 9 6.40
-13.66% Nov 1994 Jan 1995 3 Apr 1995 3 6 8.35
-12.29% Jan 2008 Jan 2008 1 Apr 2008 3 4 6.47
-9.23% Feb 2006 Feb 2006 1 Jul 2006 5 6 4.25
-9.11% Jun 2000 Jul 2000 2 Aug 2000 1 3 5.32
-9.04% Oct 2005 Oct 2005 1 Jan 2006 3 4 5.94
-8.87% Feb 1997 Feb 1997 1 May 1997 3 4 6.27
-8.56% Aug 2006 Sep 2006 2 Nov 2006 2 4 4.91
-7.82% Oct 2000 Nov 2000 2 Dec 2000 1 3 4.14
-7.22% Mar 2005 Apr 2005 2 Jun 2005 2 4 3.93
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 67 5.4 Months 18.56%
 
DD = 0% 18.56%
 
0% < DD <= -5% 49 7.4 Months 13.57%
 
DD <= -5% 32.13%
 
-5% < DD <= -10% 52 6.9 Months 14.40%
 
DD <= -10% 46.54%
 
-10% < DD <= -15% 32 11.3 Months 8.86%
 
DD <= -15% 55.40%
 
-15% < DD <= -20% 26 13.9 Months 7.20%
 
DD <= -20% 62.60%
 
-20% < DD <= -25% 31 11.6 Months 8.59%
 
DD <= -25% 71.19%
 
-25% < DD <= -30% 32 11.3 Months 8.86%
 
DD <= -30% 80.06%
 
-30% < DD <= -35% 31 11.6 Months 8.59%
 
DD <= -35% 88.64%
 
-35% < DD <= -40% 16 22.6 Months 4.43%
 
DD <= -40% 93.07%
 
-40% < DD <= -45% 8 45.1 Months 2.22%
 
DD <= -45% 95.29%
 
-45% < DD <= -50% 5 72.2 Months 1.39%
 
DD <= -50% 96.68%
 
-50% < DD <= -55% 8 45.1 Months 2.22%
 
DD <= -55% 98.89%
 
-55% < DD <= -60% 1 361.0 Months 0.28%
 
DD <= -60% 99.17%
 
-60% < DD <= -65% 3 120.3 Months 0.83%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-66.84% Jul 2014 Mar 2020 69 Oct 2022 31 100 33.89
-52.08% Jul 2008 Feb 2009 8 Dec 2013 58 66 27.49
-37.24% May 2001 Sep 2002 17 Sep 2004 24 41 23.84
-33.24% Oct 1997 Feb 1999 17 Apr 2001 26 43 15.43
-15.57% Dec 2022 May 2023 6 in progress 8 14 6.92
-14.29% Nov 1994 Jan 1995 3 May 1995 4 7 8.28
-12.59% Jan 2008 Jan 2008 1 Apr 2008 3 4 6.84
-9.27% Feb 2006 Feb 2006 1 Jul 2006 5 6 4.50
-9.17% Oct 2005 Oct 2005 1 Jan 2006 3 4 5.84
-9.04% Feb 1997 Feb 1997 1 May 1997 3 4 6.44
-8.51% Aug 2006 Sep 2006 2 Nov 2006 2 4 4.90
-7.84% Mar 2005 Apr 2005 2 Jun 2005 2 4 4.34
-7.59% Feb 1994 Mar 1994 2 Jul 1994 4 6 3.14
-6.71% Dec 2006 Feb 2007 3 Apr 2007 2 5 3.59
-6.60% Jun 1995 Oct 1995 5 Dec 1995 2 7 2.74
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 48 7.5 Months 13.30%
 
DD = 0% 13.30%
 
0% < DD <= -5% 52 6.9 Months 14.40%
 
DD <= -5% 27.70%
 
-5% < DD <= -10% 48 7.5 Months 13.30%
 
DD <= -10% 41.00%
 
-10% < DD <= -15% 30 12.0 Months 8.31%
 
DD <= -15% 49.31%
 
-15% < DD <= -20% 34 10.6 Months 9.42%
 
DD <= -20% 58.73%
 
-20% < DD <= -25% 31 11.6 Months 8.59%
 
DD <= -25% 67.31%
 
-25% < DD <= -30% 29 12.4 Months 8.03%
 
DD <= -30% 75.35%
 
-30% < DD <= -35% 34 10.6 Months 9.42%
 
DD <= -35% 84.76%
 
-35% < DD <= -40% 24 15.0 Months 6.65%
 
DD <= -40% 91.41%
 
-40% < DD <= -45% 15 24.1 Months 4.16%
 
DD <= -45% 95.57%
 
-45% < DD <= -50% 3 120.3 Months 0.83%
 
DD <= -50% 96.40%
 
-50% < DD <= -55% 3 120.3 Months 0.83%
 
DD <= -55% 97.23%
 
-55% < DD <= -60% 7 51.6 Months 1.94%
 
DD <= -60% 99.17%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 99.17%
 
-65% < DD <= -70% 3 120.3 Months 0.83%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-63.91% Jul 2014 Mar 2020 69 Mar 2022 24 93 31.47
-53.13% Jul 2008 Feb 2009 8 Jul 2013 53 61 27.85
-35.68% May 2001 Sep 2002 17 Jul 2004 22 39 22.42
-32.23% Oct 1997 Aug 1998 11 May 2000 21 32 15.71
-31.70% Sep 1987 Nov 1987 3 Mar 1989 16 19 15.88
-17.12% Jun 2022 Jun 2022 1 Oct 2022 4 5 10.53
-15.01% Sep 1993 Jan 1995 17 May 1995 4 21 7.99
-14.24% Dec 2022 May 2023 6 Aug 2023 3 9 6.40
-14.05% Sep 1991 Mar 1992 7 Feb 1993 11 18 6.85
-13.13% Dec 1985 Jul 1986 8 Sep 1986 2 10 8.12
-12.55% Aug 1990 Jan 1991 6 Aug 1991 7 13 5.84
-12.29% Jan 2008 Jan 2008 1 Apr 2008 3 4 6.47
-9.23% Feb 2006 Feb 2006 1 Jul 2006 5 6 4.25
-9.11% Jun 2000 Jul 2000 2 Aug 2000 1 3 5.32
-9.04% Oct 2005 Oct 2005 1 Jan 2006 3 4 5.94
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 98 4.8 Months 20.85%
 
DD = 0% 20.85%
 
0% < DD <= -5% 82 5.7 Months 17.45%
 
DD <= -5% 38.30%
 
-5% < DD <= -10% 68 6.9 Months 14.47%
 
DD <= -10% 52.77%
 
-10% < DD <= -15% 54 8.7 Months 11.49%
 
DD <= -15% 64.26%
 
-15% < DD <= -20% 29 16.2 Months 6.17%
 
DD <= -20% 70.43%
 
-20% < DD <= -25% 32 14.7 Months 6.81%
 
DD <= -25% 77.23%
 
-25% < DD <= -30% 34 13.8 Months 7.23%
 
DD <= -30% 84.47%
 
-30% < DD <= -35% 32 14.7 Months 6.81%
 
DD <= -35% 91.28%
 
-35% < DD <= -40% 16 29.4 Months 3.40%
 
DD <= -40% 94.68%
 
-40% < DD <= -45% 8 58.8 Months 1.70%
 
DD <= -45% 96.38%
 
-45% < DD <= -50% 5 94.0 Months 1.06%
 
DD <= -50% 97.45%
 
-50% < DD <= -55% 8 58.8 Months 1.70%
 
DD <= -55% 99.15%
 
-55% < DD <= -60% 1 470.0 Months 0.21%
 
DD <= -60% 99.36%
 
-60% < DD <= -65% 3 156.7 Months 0.64%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-66.84% Jul 2014 Mar 2020 69 Oct 2022 31 100 33.89
-52.08% Jul 2008 Feb 2009 8 Dec 2013 58 66 27.49
-37.24% May 2001 Sep 2002 17 Sep 2004 24 41 23.84
-33.24% Oct 1997 Feb 1999 17 Apr 2001 26 43 15.43
-32.35% Sep 1987 Nov 1987 3 Jul 1989 20 23 16.33
-19.00% Aug 1990 Mar 1992 20 Mar 1993 12 32 10.31
-18.23% Sep 1993 Jan 1995 17 Dec 1995 11 28 9.04
-15.57% Dec 2022 May 2023 6 in progress 8 14 6.92
-13.53% Dec 1985 Jul 1986 8 Oct 1986 3 11 8.00
-12.59% Jan 2008 Jan 2008 1 Apr 2008 3 4 6.84
-9.27% Feb 2006 Feb 2006 1 Jul 2006 5 6 4.50
-9.17% Oct 2005 Oct 2005 1 Jan 2006 3 4 5.84
-9.04% Feb 1997 Feb 1997 1 May 1997 3 4 6.44
-8.51% Aug 2006 Sep 2006 2 Nov 2006 2 4 4.90
-7.84% Mar 2005 Apr 2005 2 Jun 2005 2 4 4.34
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 72 6.5 Months 15.32%
 
DD = 0% 15.32%
 
0% < DD <= -5% 72 6.5 Months 15.32%
 
DD <= -5% 30.64%
 
-5% < DD <= -10% 75 6.3 Months 15.96%
 
DD <= -10% 46.60%
 
-10% < DD <= -15% 49 9.6 Months 10.43%
 
DD <= -15% 57.02%
 
-15% < DD <= -20% 49 9.6 Months 10.43%
 
DD <= -20% 67.45%
 
-20% < DD <= -25% 32 14.7 Months 6.81%
 
DD <= -25% 74.26%
 
-25% < DD <= -30% 31 15.2 Months 6.60%
 
DD <= -30% 80.85%
 
-30% < DD <= -35% 35 13.4 Months 7.45%
 
DD <= -35% 88.30%
 
-35% < DD <= -40% 24 19.6 Months 5.11%
 
DD <= -40% 93.40%
 
-40% < DD <= -45% 15 31.3 Months 3.19%
 
DD <= -45% 96.60%
 
-45% < DD <= -50% 3 156.7 Months 0.64%
 
DD <= -50% 97.23%
 
-50% < DD <= -55% 3 156.7 Months 0.64%
 
DD <= -55% 97.87%
 
-55% < DD <= -60% 7 67.1 Months 1.49%
 
DD <= -60% 99.36%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 99.36%
 
-65% < DD <= -70% 3 156.7 Months 0.64%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -52.34 04/2019
03/2020
0.47$ -17.75 0.82$ 11.99 1.11$ 37.69 1.37$ 109.61 11/2020
10/2021
2.09$ -3.86 32.38%
2Y -32.97 10/2018
09/2020
0.44$ -10.56 0.79$ 7.40 1.15$ 29.57 1.67$ 85.17 11/2020
10/2022
3.42$ 16.89 32.94%
3Y -21.66 04/2017
03/2020
0.48$ -5.66 0.83$ 5.53 1.17$ 24.27 1.91$ 50.75 10/2020
09/2023
3.42$ 33.85 32.62%
5Y -14.48 04/2015
03/2020
0.45$ -1.77 0.91$ 6.66 1.38$ 13.50 1.88$ 31.68 05/2003
04/2008
3.95$ 11.03 20.60%
7Y -11.31 11/2013
10/2020
0.43$ 1.17 1.08$ 6.78 1.58$ 13.56 2.43$ 18.31 07/2001
06/2008
3.24$ 6.67 11.55%
10Y -4.03 11/2010
10/2020
0.66$ 1.89 1.20$ 7.89 2.13$ 12.38 3.21$ 15.31 11/2003
10/2013
4.15$ 4.01 7.05%
15Y -1.30 10/2005
09/2020
0.82$ 3.25 1.61$ 8.04 3.19$ 10.20 4.29$ 11.57 03/1999
02/2014
5.17$ 7.30 1.66%
20Y 1.85 11/2000
10/2020
1.44$ 5.21 2.76$ 7.34 4.12$ 9.86 6.56$ 10.92 07/1994
06/2014
7.94$ 8.51 0.00%
30Y 7.88 02/1994
01/2024
9.72$ 7.88 9.72$ 7.88 9.72$ 7.88 9.72$ 7.88 02/1994
01/2024
9.72$ 7.88 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -53.06 04/2019
03/2020
0.46$ -18.48 0.81$ 9.58 1.09$ 33.48 1.33$ 97.34 11/2020
10/2021
1.97$ -6.75 35.24%
2Y -33.98 10/2018
09/2020
0.43$ -12.00 0.77$ 5.16 1.10$ 25.85 1.58$ 73.09 11/2020
10/2022
2.99$ 11.62 40.06%
3Y -23.13 04/2017
03/2020
0.45$ -7.39 0.79$ 3.36 1.10$ 20.50 1.74$ 42.57 10/2020
09/2023
2.89$ 26.68 40.00%
5Y -16.00 04/2015
03/2020
0.41$ -3.91 0.81$ 4.02 1.21$ 10.87 1.67$ 27.66 05/2003
04/2008
3.39$ 6.59 29.90%
7Y -12.66 11/2013
10/2020
0.38$ -0.44 0.96$ 4.64 1.37$ 10.62 2.02$ 14.94 07/2001
06/2008
2.65$ 3.07 18.77%
10Y -5.67 11/2010
10/2020
0.55$ 0.12 1.01$ 5.38 1.68$ 9.49 2.47$ 12.64 11/2003
10/2013
3.28$ 1.19 14.52%
15Y -3.05 10/2005
09/2020
0.62$ 0.92 1.14$ 5.71 2.30$ 7.64 3.01$ 8.95 03/1999
02/2014
3.61$ 4.62 7.18%
20Y -0.18 11/2000
10/2020
0.96$ 2.97 1.79$ 5.06 2.68$ 7.25 4.05$ 8.33 07/1994
06/2014
4.95$ 5.79 1.65%
30Y 5.21 02/1994
01/2024
4.59$ 5.21 4.59$ 5.21 4.59$ 5.21 4.59$ 5.21 02/1994
01/2024
4.59$ 5.21 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -52.34 04/2019
03/2020
0.47$ -13.09 0.86$ 11.42 1.11$ 36.54 1.36$ 109.61 11/2020
10/2021
2.09$ -3.86 30.57%
2Y -32.97 10/2018
09/2020
0.44$ -7.78 0.85$ 10.62 1.22$ 27.13 1.61$ 85.17 11/2020
10/2022
3.42$ 16.89 26.46%
3Y -21.66 04/2017
03/2020
0.48$ -3.82 0.88$ 9.02 1.29$ 21.43 1.79$ 50.75 10/2020
09/2023
3.42$ 33.85 24.42%
5Y -14.48 04/2015
03/2020
0.45$ -0.19 0.99$ 8.73 1.51$ 16.37 2.13$ 31.68 05/2003
04/2008
3.95$ 11.03 15.12%
7Y -11.31 11/2013
10/2020
0.43$ 2.34 1.17$ 9.23 1.85$ 13.77 2.46$ 18.31 07/2001
06/2008
3.24$ 6.67 8.29%
10Y -4.03 11/2010
10/2020
0.66$ 3.37 1.39$ 9.44 2.46$ 13.15 3.44$ 16.76 12/1987
11/1997
4.70$ 4.01 4.86%
15Y -1.30 10/2005
09/2020
0.82$ 4.89 2.04$ 8.92 3.60$ 11.65 5.22$ 14.34 01/1993
12/2007
7.46$ 7.30 1.03%
20Y 1.85 11/2000
10/2020
1.44$ 6.21 3.33$ 9.53 6.17$ 11.74 9.20$ 13.96 01/1988
12/2007
13.63$ 8.51 0.00%
30Y 4.69 04/1990
03/2020
3.95$ 6.63 6.85$ 8.30 10.92$ 9.67 15.92$ 10.69 01/1985
12/2014
21.06$ 7.88 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -53.06 04/2019
03/2020
0.46$ -14.71 0.85$ 9.16 1.09$ 31.88 1.31$ 97.34 11/2020
10/2021
1.97$ -6.75 36.03%
2Y -33.98 10/2018
09/2020
0.43$ -9.56 0.81$ 7.23 1.14$ 22.94 1.51$ 73.09 11/2020
10/2022
2.99$ 11.62 33.86%
3Y -23.13 04/2017
03/2020
0.45$ -5.29 0.84$ 6.16 1.19$ 17.44 1.61$ 42.57 10/2020
09/2023
2.89$ 26.68 30.41%
5Y -16.00 04/2015
03/2020
0.41$ -1.86 0.91$ 5.81 1.32$ 12.81 1.82$ 27.66 05/2003
04/2008
3.39$ 6.59 21.95%
7Y -12.66 11/2013
10/2020
0.38$ 0.29 1.02$ 6.39 1.54$ 10.69 2.03$ 14.94 07/2001
06/2008
2.65$ 3.07 13.47%
10Y -5.67 11/2010
10/2020
0.55$ 1.25 1.13$ 6.71 1.91$ 9.89 2.56$ 12.88 12/1987
11/1997
3.35$ 1.19 10.00%
15Y -3.05 10/2005
09/2020
0.62$ 2.66 1.48$ 6.22 2.47$ 8.51 3.40$ 11.36 01/1993
12/2007
5.02$ 4.62 4.48%
20Y -0.18 11/2000
10/2020
0.96$ 3.98 2.18$ 6.75 3.68$ 8.44 5.05$ 10.57 01/1988
12/2007
7.45$ 5.79 0.87%
30Y 2.28 04/1990
03/2020
1.96$ 4.25 3.48$ 5.64 5.18$ 6.87 7.33$ 7.76 01/1985
12/2014
9.40$ 5.21 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Energy Select Sector SPDR Fund (XLE) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in Energy Select Sector SPDR Fund (XLE) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
2.77
60%
1.92
60%
-3.97
60%
6.50
60%
0.52
60%
0.46
60%
0.55
40%
-1.42
40%
-1.76
60%
4.67
40%
5.03
60%
2.11
80%
Best 18.8
2022
22.5
2021
9.3
2022
30.8
2020
16.0
2022
9.4
2019
9.7
2022
2.7
2022
9.0
2021
25.0
2022
28.0
2020
6.0
2019
Worst -11.0
2020
-15.3
2020
-34.3
2020
-1.7
2022
-11.1
2019
-17.1
2022
-8.3
2021
-8.3
2019
-14.6
2020
-5.8
2023
-5.0
2021
-3.0
2022
Monthly Seasonality over the period Feb 1985 - Jan 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.74
50%
0.36
50%
-0.85
60%
6.00
70%
-0.24
50%
0.75
60%
-0.55
40%
-1.64
40%
-0.74
60%
1.60
30%
2.51
50%
-0.56
60%
Best 18.8
2022
22.5
2021
10.2
2016
30.8
2020
16.0
2022
9.4
2019
9.7
2022
2.7
2022
10.2
2017
25.0
2022
28.0
2020
6.0
2019
Worst -11.0
2020
-15.3
2020
-34.3
2020
-2.9
2017
-11.1
2019
-17.1
2022
-8.3
2021
-8.3
2019
-14.6
2020
-11.3
2018
-8.7
2014
-12.4
2018
Monthly Seasonality over the period Feb 1985 - Jan 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.84
48%
1.57
62%
1.99
67%
3.68
72%
1.39
56%
-0.37
47%
0.42
64%
0.09
59%
-0.10
51%
0.33
51%
0.27
51%
1.48
69%
Best 18.8
2022
22.5
2021
14.1
1999
30.8
2020
16.0
2022
9.4
2019
9.7
2022
14.8
1986
16.1
1998
25.0
2022
28.0
2020
13.1
2003
Worst -12.3
2008
-15.3
2020
-34.3
2020
-5.5
1990
-11.5
2010
-17.1
2022
-15.9
2008
-18.0
1998
-14.9
2008
-23.4
1987
-9.1
1991
-12.4
2018
Monthly Seasonality over the period Feb 1985 - Jan 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Energy Select Sector SPDR Fund (XLE) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Monthly Returns Distribution
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
204 Positive Months (57%) - 156 Negative Months (43%)
273 Positive Months (58%) - 196 Negative Months (42%)
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(Scroll down to see all data)
Investment Returns, up to December 1998, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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